JP Morgan Put 200 WM 20.06.2025
/ DE000JK84A48
JP Morgan Put 200 WM 20.06.2025/ DE000JK84A48 /
2024-09-23 8:42:11 AM |
Chg.+0.030 |
Bid1:33:19 PM |
Ask1:33:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
+3.09% |
0.990 Bid Size: 2,000 |
1.080 Ask Size: 2,000 |
Waste Management |
200.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
JK84A4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-07 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-0.37 |
Time value: |
1.02 |
Break-even: |
169.01 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.13 |
Spread %: |
15.15% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-6.64 |
Rho: |
-0.58 |
Quote data
Open: |
1.000 |
High: |
1.000 |
Low: |
1.000 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
+8.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.900 |
1M High / 1M Low: |
1.060 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.921 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |